Keywords: نوسانات مجتمع; C10; C22; C80; Pre-averaging realized volatility; Regularization; Sparsity; Adaptive thresholding; Diffusion; Integrated volatility;
مقالات ISI نوسانات مجتمع (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: نوسانات مجتمع; G12; C22; C14; High-frequency data; Rounding errors; Market microstructure noise; Integrated volatility; Realized volatility;
Keywords: نوسانات مجتمع; C01; C02; C13; C14; C22; C58; High frequency data; Jumps; Market microstructure noise; Integrated volatility; Quasi-maximum likelihood estimator; Realized kernels; Stochastic sampling times;
Keywords: نوسانات مجتمع; C14; C13; D40; High frequency data; Integrated volatility; Market microstructure noise; Realized volatility; Efficiency;
Keywords: نوسانات مجتمع; C15; C53; G17; Integrated volatility; Intra-day volatility; Price range; Realized volatility; Stochastic differential equation;
Keywords: نوسانات مجتمع; 60F05; 60G44; 62M09; Itô process; Realized volatility; Integrated volatility; Time endogeneity; Market microstructure noise;
Sparse PCA-based on high-dimensional Itô processes with measurement errors
Keywords: نوسانات مجتمع; 60H05; 62H25; 62M10; 62G05; Integrated volatility; Itô diffusion process; Minimax bound; Multi-scale realized volatility; Pre-averaging realized volatility; Principal components analysis; Sparsity; Subspace estimation;
Functional stable limit theorems for quasi-efficient spectral covolatility estimators
Keywords: نوسانات مجتمع; 62G05; 62G20; 62M10Adaptive estimation; Asymptotic efficiency; Local parametric estimation; Microstructure noise; Integrated volatility; Non-synchronous observations
Maximum likelihood estimation of non-affine volatility processes
Keywords: نوسانات مجتمع; G11; G12; C52Non-affine volatility; Integrated volatility; Volatility risk premium; Markov chain approximation
Realized volatility forecasting and market microstructure noise
Keywords: نوسانات مجتمع; C14; C22; C52; G14; Volatility forecasting; High-frequency data; Market microstructure noise; Integrated volatility; Realized volatility; Robust volatility measures; Eigenfunction stochastic volatility models;
Quasi-maximum likelihood estimation of volatility with high frequency data
Keywords: نوسانات مجتمع; C13; C22; C51; Integrated volatility; Market microstructure noise; Quasi-maximum likelihood estimator; Realized kernels; Stochastic volatility;
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Keywords: نوسانات مجتمع; C22; F31; G12Realized volatility; Integrated volatility; Critical sampling frequency; Market microstructure noise; Government bond markets; Foreign exchange markets; Liquidity; Kernel estimator; Robust estimator; Jumps
Predictive density estimators for daily volatility based on the use of realized measures
Keywords: نوسانات مجتمع; C22; C53; C14; Diffusions; Integrated volatility; Realized volatility measures; Kernels; Microstructure noise;
Testing the parametric form of the volatility in continuous time diffusion models-a stochastic process approach
Keywords: نوسانات مجتمع; C12; Specification tests; Integrated volatility; Bootstrap; Heteroscedasticity; Stable convergence;
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
Keywords: نوسانات مجتمع; Integrated volatility; Nonparametric estimation; Fourier analysis; Microstructure; Optimal sampling